Police officials indicated the blast was not a deliberate bombing, given a lack of shrapnel at the scene, but some sort of electrical accident. The prime minister, however, appeared to blame terrorism.

"This is a heinous act," Prime Minister Raila Odinga said as he visited the scene of the blast. "They want to scare us but we will not be scared."

The explosion sent dark smoke billowing out of a one-storey building on a downtown avenue named after Kenya's second president. The blast peeled back the front corner of the building's aluminium roof and sent items for sale in the shops, such as shoes and clothes, scattered across the ground.

People with bloody wounds received medical care on the street as authorities tried to usher hundreds of people in the street away from the scene. Security blocked off areas around the building with yellow tape.

A hospital official said that at least 28 people were wounded, including four with serious injuries such as burns, fractures and deep lacerations. None of the victims had shrapnel in them, said Thomas Mutie, the acting chief executive at Kenyatta National Hospital.

A high-ranking police official said there were no obvious signs that the blast was caused by a terrorist's bomb. No ball bearings or nails - lethal shrapnel packed into bombs - were found, and officials were investigating the possibility that a faulty electrical line caused the explosion.

"Let me not speculate this is a terrorist attack. It could be a wire fault," said another official Orwa Ojode, assistance minister for internal security.

The prime minister, though, gave an energetic speech at the scene, telling Kenyans to support their security forces. "They want to scare investors. They want to scare tourists," said Mr Odinga, who is expected to run for president in Kenya's election next year. "We condemn the terrorists and tell them their days are numbered."